install modem on mandrake linux

I am a new user in Linux. Just yesterday I quitted Microsoft and transferred to linux without knowing anything about it. I installed Mandrake linux10 . It completed successfully. But i Could not figure out what in the world I should do in order to connect to internet? I have dial-up internt connection and my modem is PCtel. should i install the modem ? If yes , how? If no.. what is the right way to configure internet properties. I tried KPP but it says..modem doesnot respond.

So please help me......I am desparately trying to use linux.. and internet is the thing i can't live without. If I could not solve it in a couple of days i should return back to microsoft again...